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A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

Journal of Linear and Topological Algebra, Vol. 01 No. 02, (2012) 97- 113.

In this paper, we represent an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax = Bx [Q. Ye and P. Zhang, Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra and its Application, 434 (2011) 1697-1715 ]. In particular, the linear convergence property of the inverse subspace iteration is preserved.

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